Analysis run in : 2024-10-12 09:00
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Table Visualization¶
Out[13]:
| category | codeCOT | futures | latest | deltaW | zscore3M | zscore6M | |
|---|---|---|---|---|---|---|---|
| 0 | equities | 13874A | E-MINI S&P 500 | -9,040 | -7,760 | 1.038975 | 0.780388 |
| 1 | equities | 1170E1 | VIX FUTURES | -3,008 | 12,869 | 1.278042 | 1.754218 |
| 2 | equities | 239742 | RUSSELL E-MINI | 5,593 | -15,151 | 0.745121 | 1.315031 |
| 3 | equities | 12460+ | DJIA Consolidated | 14,317 | -2,754 | 0.866003 | 0.821674 |
| 4 | equities | 209742 | NASDAQ MINI | 19,460 | 891 | 0.323879 | 0.896583 |
| 5 | equities | 240741 | NIKKEI STOCK AVERAGE | 0 | 0 | 0.000000 | 0.000000 |
| 6 | rates | 043602 | UST 10Y NOTE | -1,041,205 | 106,728 | -1.026073 | -1.555926 |
| 7 | rates | 044601 | UST 5Y NOTE | -1,643,744 | -103,359 | -0.210269 | -0.793842 |
| 8 | rates | 042601 | UST 2Y NOTE | -1,236,436 | -50,919 | -1.467928 | -1.422692 |
| 9 | rates | 020601 | UST BOND | -73,273 | 15,936 | -0.506551 | -0.991237 |
| 10 | rates | 045601 | FED FUNDS | 191,471 | -54,222 | 1.363539 | 1.582360 |
| 11 | rates | 132741 | EURODOLLARS-3M | 0 | 0 | 0.000000 | 0.000000 |
| 12 | currencies | 098662 | USD INDEX | -1,871 | -2,039 | -1.755853 | -1.312784 |
| 13 | currencies | 097741 | JAPANESE YEN | 31,144 | -24,373 | 0.511280 | 1.177625 |
| 14 | currencies | 099741 | EURO FX | 47,422 | -22,678 | -0.530141 | 0.136866 |
| 15 | currencies | 096742 | BRITISH POUND | 94,788 | -6,027 | -0.093841 | 0.718117 |
| 16 | currencies | 232741 | AUSTRALIAN DOLLAR | 32,046 | 15,183 | 1.943112 | 1.967713 |
| 17 | currencies | 090741 | CANADIAN DOLLAR | -90,640 | -18,886 | 0.617560 | 0.436959 |
| 18 | currencies | 095741 | MEXICAN PESO | 28,992 | 3,085 | -0.586022 | -1.051679 |
| 19 | currencies | 112741 | NZ DOLLAR | 1,281 | -689 | 0.274911 | 0.089223 |
| 20 | currencies | 092741 | SWISS FRANC | -23,291 | 788 | 0.542644 | 1.149667 |
| 21 | commodities | 133741 | BITCOIN | -1,411 | 390 | -1.097853 | -1.282912 |
| 22 | commodities | 06765T | BRENT LAST DAY | -27,362 | -10,542 | -1.406085 | -0.884386 |
| 23 | commodities | 088691 | GOLD | 276,764 | -23,935 | -0.204538 | 0.583169 |
| 24 | commodities | 085692 | COPPER- #1 | 41,809 | -718 | 0.933576 | 0.044745 |
| 25 | commodities | 023651 | NAT GAS NYME | -123,199 | -15,690 | -2.217927 | -0.978183 |
| 26 | commodities | 111659 | GASOLINE RBOB | 41,108 | 8,653 | 1.470317 | 0.089488 |
| 27 | commodities | 022651 | NY HARBOR ULSD | -4,082 | 11,132 | -0.640650 | -1.139605 |
| 28 | commodities | 084691 | SILVER | 50,450 | -4,533 | 0.282739 | 0.107815 |
| 29 | commodities | 076651 | PLATINUM | 22,185 | -6,593 | 0.743381 | 0.472176 |
| 30 | commodities | 002602 | CORN | 33,407 | 46,584 | 1.722311 | 1.958008 |
| 31 | commodities | 005602 | SOYBEANS | -34,150 | 15,562 | 2.090233 | 1.657059 |
| 32 | commodities | 001602 | WHEAT-SRW | -20,243 | -4,623 | 1.060577 | 0.989089 |
| 33 | commodities | 001612 | WHEAT-HRW | 3,287 | 9,300 | 2.072502 | 1.934638 |
| 34 | commodities | 057642 | LIVE CATTLE | 101,879 | 13,013 | 1.988810 | 2.504601 |
| 35 | commodities | 054642 | LEAN HOGS | 91,222 | 16,254 | 2.038454 | 1.286782 |
| 36 | commodities | 080732 | SUGAR NO. 11 | 107,846 | -30,447 | 1.224549 | 1.696952 |
| 37 | commodities | 033661 | COTTON NO. 2 | -5,651 | -1,186 | 1.652002 | 0.114216 |
| 38 | commodities | 083731 | COFFEE C | 58,249 | -6,309 | -1.391155 | -1.578519 |
| 39 | commodities | 073732 | COCOA | 30,845 | -2,872 | 1.472201 | 1.901240 |
| 40 | commodities | 040701 | FRZN CONCENTRATED ORANGE JUICE | 3,504 | -127 | -0.097196 | 0.026480 |
Plotting plotly¶
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